Somebody is using my email address to send spam, how?

Just received a spam email seemingly sent with my Yahoo email address, so if you get one from my Yahoo address called 'January 74% off', it's not me, don't open, but my question is how do they do that? The email address is identical. How can they possibly pull that off? I've got a number of other emails, and it's about time I ditched Yahoo since it's so painstakingly slow and erratic, regardless of which Yahoo version or which computer I use, but can I prevent this from happening to other email addresses? I'd be grateful for any advice...

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